+2,894.9%
DXCM vs CAKE
+315.4%
+2,579.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.1% |
| 7D | -3.2% | -4.0% | +0.8% | -2.0% |
| 30D | +6.3% | +2.4% | +3.9% | +5.3% |
| 3M | +21.1% | +69.0% | -47.9% | +1.5% |
| 6M | +20.6% | +69.3% | -48.7% | +0.7% |
| YTD | +32.4% | +115.8% | -83.3% | +2.0% |
| 1Y | +8.8% | +79.3% | -70.5% | -11.5% |
| 3Y | -13.7% | +262.0% | -275.8% | -46.0% |
| 5Y | -35.2% | +165.7% | -200.8% | -57.1% |
| 10Y | +281.8% | +158.9% | +122.9% | +101.5% |
| All | +2,894.9% | +315.4% | +2,579.5% | +685.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAKE.
Daily Out/Under-Performance
Portfolio return minus CAKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAKE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CAKE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling